haylaavo

ASHOKLEY option chain

IV vs HV, IV percentile & PCR history →

End of day 02 Nov 2026 · expiry 29 Dec 2026 (57 days) · lot 5000

Spot
149.20
Future
149.84
Forward
150.48
PCR (OI)
0.75
Puts 5.90 L / Calls 7.90 L
PCR (volume)
0.90
Puts 97 / Calls 108
Max pain
155
strike with least total payout to holders
Highest OI
160 CE · 140 PE
ΔOI calls +2.35 L · puts +2.30 L
Open interest by strike
CallsPuts│ ATM┊ Max pain
01.4 L2.9 L120132.52.8 L140147.51552.9 L165
CallsPuts
BuildupOIΔOIIV %ChgLTPStrikeLTPChgIV %ΔOIOIBuildup
Neutral——35.950.0036.651200.780.0034.41—15,000Neutral
Neutral——35.400.0032.471252.200.0034.40——Neutral
Neutral——35.020.0028.521303.070.0034.38—25,000Neutral
Neutral——34.890.0015.77132.504.830.0034.37——Neutral
Neutral——34.840.0024.841354.430.0034.34——Neutral
Neutral——34.780.0012.76137.506.770.0034.36——Neutral
Neutral15,000—34.730.0010.401403.09-1.4431.37+1.55 L2.75 LShort buildup
Neutral——34.660.0010.17142.509.120.0034.34——Neutral
Short covering55,000−5,00030.16+2.5610.001454.65-3.1630.51+5,0005,000Short buildup
Neutral——34.630.007.97147.5011.880.0034.33——Neutral
Neutral45,000—28.41+1.796.901507.08-2.1031.21+30,0001.25 LShort buildup
Neutral——34.580.006.16152.5015.010.0034.32——Neutral
Long buildup1.20 L+30,00031.80+1.965.5515512.440.0034.28——Neutral
Neutral——34.540.004.69157.5018.490.0034.27——Neutral
Long buildup2.85 L+80,00029.51+0.753.4016012.75-3.9529.14+10,00025,000Short buildup
Neutral40,000—34.540.001.7016518.280.0034.23——Neutral
Long buildup2.30 L+1.30 L30.14+0.281.5017020.69-3.9129.18+30,0001.20 LShort buildup

Source: NSE F&O bhavcopy (EOD, official). Black-76 on the forward; IV from close (settle if untraded). Forward: put-call parity, median of 4 near-ATM strikes. Discounting at 6.24% (carry implied by 23 Nov → 29 Dec futures). Buildup labels describe price and open-interest changes only and are not advice. Spot: NSE F&O bhavcopy underlying price.